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Fair Value - Level III (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Total realized and unrealized gains (losses):      
Net accretion $ 13,513 $ 12,818 $ 11,791
Level III      
Changes in financial assets classified as Level III      
Balance at the beginning of the period 63,441,439 61,317,478  
Total realized and unrealized gains (losses):      
Change in fair value / gain on sale (5,691,927) (2,140,452)  
Net accretion 10,457 10,712  
Included in OCI (3,104) (6,939)  
Purchases / Originations 5,351,019 2,304,924  
Sales (3,831,712) (2,810,662)  
Issuances (38,715) (29,927)  
Cash repayments / receipts (245,496) (265,885)  
Transfers into Level III (2,011,459) (1,393,905)  
Transfers out of Level III 1,152,827 1,902,944  
Transfers within Level III 0 0  
Consolidation of VIEs 3,421,052 4,563,946  
Deconsolidation of VIEs (894,721) (10,795)  
Balance at the end of the period 60,659,660 63,441,439 61,317,478
Amount of Unrealized Gains (Losses) Attributable to Assets Still Held [Abstract]      
Included in earnings (5,757,401) (2,164,481)  
Included in OCI (3,066) (6,939)  
Level III | Loans held-for-sale      
Changes in financial assets classified as Level III      
Balance at the beginning of the period 1,022,979 1,436,194  
Total realized and unrealized gains (losses):      
Change in fair value / gain on sale 69,050 133,124  
Net accretion 0 0  
Included in OCI 0 0  
Purchases / Originations 5,351,019 2,304,924  
Sales (3,831,712) (2,802,722)  
Issuances 0 0  
Cash repayments / receipts (207,043) (225,155)  
Transfers into Level III 7,241 0  
Transfers out of Level III 0 0  
Transfers within Level III 524,491 176,614  
Consolidation of VIEs 0 0  
Deconsolidation of VIEs 0 0  
Balance at the end of the period 2,936,025 1,022,979 1,436,194
Amount of Unrealized Gains (Losses) Attributable to Assets Still Held [Abstract]      
Included in earnings (8,036) 26,041  
Included in OCI 0 0  
Level III | RMBS      
Changes in financial assets classified as Level III      
Balance at the beginning of the period 167,349 189,576  
Total realized and unrealized gains (losses):      
Change in fair value / gain on sale 0 0  
Net accretion 10,457 10,712  
Included in OCI (3,104) (6,939)  
Purchases / Originations 0 0  
Sales 0 0  
Issuances 0 0  
Cash repayments / receipts (30,722) (26,000)  
Transfers into Level III 0 0  
Transfers out of Level III 0 0  
Transfers within Level III 0  
Consolidation of VIEs 0 0  
Deconsolidation of VIEs 0 0  
Balance at the end of the period 143,980 167,349 189,576
Amount of Unrealized Gains (Losses) Attributable to Assets Still Held [Abstract]      
Included in earnings 10,412 10,712  
Included in OCI (3,066) (6,939)  
Level III | CMBS      
Changes in financial assets classified as Level III      
Balance at the beginning of the period 19,457 25,008  
Total realized and unrealized gains (losses):      
Change in fair value / gain on sale (894) 6,991  
Net accretion 0 0  
Included in OCI 0 0  
Purchases / Originations 0 0  
Sales 0 (7,940)  
Issuances 0 0  
Cash repayments / receipts (2,003) (4,829)  
Transfers into Level III 0 0  
Transfers out of Level III 0 0  
Transfers within Level III 0  
Consolidation of VIEs 0 0  
Deconsolidation of VIEs 5,684 227  
Balance at the end of the period 22,244 19,457 25,008
Amount of Unrealized Gains (Losses) Attributable to Assets Still Held [Abstract]      
Included in earnings 306 1,127  
Included in OCI 0 0  
Level III | Woodstar Fund investments      
Changes in financial assets classified as Level III      
Balance at the beginning of the period 0 0  
Total realized and unrealized gains (losses):      
Change in fair value / gain on sale 402 0  
Net accretion 0 0  
Included in OCI 0 0  
Purchases / Originations 0 0  
Sales 0 0  
Issuances 0 0  
Cash repayments / receipts 0 0  
Transfers into Level III 1,039,907 0  
Transfers out of Level III 0 0  
Transfers within Level III 0 0  
Consolidation of VIEs 0 0  
Deconsolidation of VIEs 0 0  
Balance at the end of the period 1,040,309 0 0
Amount of Unrealized Gains (Losses) Attributable to Assets Still Held [Abstract]      
Included in earnings 402 0  
Included in OCI 0 0  
Level III | Domestic servicing rights, at fair value      
Changes in financial assets classified as Level III      
Balance at the beginning of the period 13,202 16,917  
Total realized and unrealized gains (losses):      
Change in fair value / gain on sale 3,578 (3,715)  
Net accretion 0 0  
Included in OCI 0 0  
Purchases / Originations 0 0  
Sales 0 0  
Issuances 0 0  
Cash repayments / receipts 0 0  
Transfers into Level III 0 0  
Transfers out of Level III 0 0  
Transfers within Level III 0  
Consolidation of VIEs 0 0  
Deconsolidation of VIEs 0 0  
Balance at the end of the period 16,780 13,202 16,917
Amount of Unrealized Gains (Losses) Attributable to Assets Still Held [Abstract]      
Included in earnings 3,578 (3,715)  
Included in OCI 0 0  
Level III | VIE assets      
Changes in financial assets classified as Level III      
Balance at the beginning of the period 64,238,328 62,187,175  
Total realized and unrealized gains (losses):      
Change in fair value / gain on sale (6,830,193) (2,405,599)  
Net accretion 0 0  
Included in OCI 0 0  
Purchases / Originations 0 0  
Sales 0 0  
Issuances 0 0  
Cash repayments / receipts 0 0  
Transfers into Level III 0 0  
Transfers out of Level III 0 0  
Transfers within Level III (524,491) (176,614)  
Consolidation of VIEs 5,332,754 4,665,636  
Deconsolidation of VIEs (935,855) (32,270)  
Balance at the end of the period 61,280,543 64,238,328 62,187,175
Amount of Unrealized Gains (Losses) Attributable to Assets Still Held [Abstract]      
Included in earnings (6,830,193) (2,327,393)  
Included in OCI 0 0  
Level III | VIE liabilities      
Changes in financial assets classified as Level III      
Balance at the beginning of the period (2,019,876) (2,537,392)  
Total realized and unrealized gains (losses):      
Change in fair value / gain on sale 1,066,130 128,747  
Net accretion 0 0  
Included in OCI 0 0  
Purchases / Originations 0 0  
Sales 0 0  
Issuances (38,715) (29,927)  
Cash repayments / receipts (5,728) (9,901)  
Transfers into Level III (3,058,607) (1,393,905)  
Transfers out of Level III 1,152,827 1,902,944  
Transfers within Level III 0  
Consolidation of VIEs (1,911,702) (101,690)  
Deconsolidation of VIEs 35,450 21,248  
Balance at the end of the period (4,780,221) (2,019,876) $ (2,537,392)
Amount of Unrealized Gains (Losses) Attributable to Assets Still Held [Abstract]      
Included in earnings 1,066,130 128,747  
Included in OCI $ 0 $ 0